frame_ald: Density function plot of the error term for quantile...

In quokar: Quantile Regression Outlier Diagnostics with K Left Out Analysis

Description

density function plot of the error term on each quantile

Usage

frame_ald(y, x, tau, smooth, error, iter)

Arguments

y	vector, dependent variable of quantile regression
x	matrix, matrix consisted independent variables of quantie regression
tau	sigle number or vector, quantiles
smooth	sigular, default is 100, the larger the smoother of density function
error	the convergence maximum error
iter	maximum iterations of the EM algorithm

Value

dataframe to plot the density function of the error term

Examples

library(ggplot2)
data(ais)
x <- matrix(ais$LBM, ncol = 1)
y <- ais$BMI
tau = c(0.1, 0.5, 0.9)
ald_data <- frame_ald(y, x, tau, smooth = 10, error = 1e-6,
                  iter = 2000)
ggplot(ald_data) +
   geom_line(aes(x = r, y = d, group = obs, colour = tau_flag)) +
   facet_wrap(~tau_flag, ncol = 1, scale = "free") +
   xlab('') +
   ylab('Asymmetric Laplace Distribution Density Function')

quokar documentation built on May 2, 2019, 6:39 a.m.